12
H index
13
i10 index
646
Citations
Institut für Weltwirtschaft (IfW) (80% share) | 12 H index 13 i10 index 646 Citations RESEARCH PRODUCTION: 39 Articles 61 Papers EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Stefan Reitz, Jr.. | Is cited by: | Cites to: |
Year | Title of citing document |
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2021 | Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing. (2021). Paesani, Paolo ; Cifarelli, Giulio. In: The Energy Journal. RePEc:aen:journl:ej42-5-cifarelli. Full description at Econpapers || Download paper |
2021 | TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION. (2021). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:09-21. Full description at Econpapers || Download paper |
2021 | Multiscale characteristics of the emerging global cryptocurrency market. (2020). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2010.15403. Full description at Econpapers || Download paper |
2021 | Should the government reward cooperation? Insights from an agent-based model of wealth redistribution. (2021). Vaccario, Giacomo ; Verginer, Luca ; Schweitzer, Frank. In: Papers. RePEc:arx:papers:2101.05580. Full description at Econpapers || Download paper |
2021 | Monetary policy, Twitter and financial markets: evidence from social media traffic. (2021). Romelli, Davide ; Rubera, Gaia ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20160. Full description at Econpapers || Download paper |
2021 | Monetary policy, Twitter and financial markets: evidence from social media traffic. (2021). Romelli, Davide ; Rubera, Gaia ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21160. Full description at Econpapers || Download paper |
2022 | The Conditional Path of Central Bank Asset Purchases. (2022). Hubert, Paul ; Creel, Jerome ; Bozou, Caroline ; Blot, Christophe. In: Working papers. RePEc:bfr:banfra:885. Full description at Econpapers || Download paper |
2021 | Buy Low and Sell High: The 52?Week Price Range and Predictability of Returns. (2021). Chang, Tzu-Pu. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:336-344. Full description at Econpapers || Download paper |
2021 | Testing fundamentalist–momentum trader financial cycles: An empirical analysis via the Kalman filter. (2021). Stockhammer, Engelbert ; Gusella, Filippo. In: Metroeconomica. RePEc:bla:metroe:v:72:y:2021:i:4:p:758-797. Full description at Econpapers || Download paper |
2022 | Euro Area Periphery Countries Fiscal Policy and Monetary Policy Surprises. (2022). Rottmann, Horst ; Hülsewig, Oliver ; Hulsewig, Oliver. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:544-568. Full description at Econpapers || Download paper |
2022 | A global monetary policy factor in sovereign bond yields. (2022). Migiakis, Petros ; Malliaropulos, Dimitris. In: Working Papers. RePEc:bog:wpaper:301. Full description at Econpapers || Download paper |
2021 | Modeling ex-ante risk premia in the oil market. (2021). Uctum, Remzi ; Prat, Georges. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-31. Full description at Econpapers || Download paper |
2022 | Market-stabilization QE. (2022). Ozen, Kadir ; Motto, Roberto. In: Working Paper Series. RePEc:ecb:ecbwps:20222640. Full description at Econpapers || Download paper |
2022 | Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions. (2022). Westerhoff, Frank ; Sushko, Iryna ; Schmitt, Noemi ; Radi, Davide ; Gardini, Laura. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:145:y:2022:i:c:s0165188922002482. Full description at Econpapers || Download paper |
2021 | Unconventional monetary policy and inflation expectations in the Euro area. (2021). Osowski, Thomas ; Belke, Ansgar ; Asshoff, Sina. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s026499932100153x. Full description at Econpapers || Download paper |
2021 | The effects of FX-interventions on forecasters disagreement: A mixed data sampling view. (2021). Iregui, Ana ; Holmes, Mark ; Otero, Jesus. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001285. Full description at Econpapers || Download paper |
2021 | COVID-induced sovereign risk in the euro area: When did the ECB stop the spread?. (2021). Tripier, Fabien ; Ortmans, Aymeric. In: European Economic Review. RePEc:eee:eecrev:v:137:y:2021:i:c:s0014292121001537. Full description at Econpapers || Download paper |
2022 | Heterogeneity of beliefs and information rigidity in the crude oil market: Evidence from survey data. (2022). Czudaj, Robert. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000071. Full description at Econpapers || Download paper |
2023 | A global monetary policy factor in sovereign bond yields. (2023). Migiakis, Petros ; Malliaropulos, Dimitris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:445-465. Full description at Econpapers || Download paper |
2021 | Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Tsagkanos, Athanasios ; Floros, Christos ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491. Full description at Econpapers || Download paper |
2022 | Do terrorist attacks matter for currency excess returns?. (2022). Yin, Libo ; Wu, You ; Han, Liyan ; Liu, Yiye. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003130. Full description at Econpapers || Download paper |
2021 | Comparing behavioural heterogeneity across asset classes. (2021). , Remco ; Hommes, Cars H ; Ellen, Saskia Ter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:747-769. Full description at Econpapers || Download paper |
2021 | Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment. (2021). Otero, Jesus ; Nuez, Hector M ; Iregui, Ana Maria. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:187:y:2021:i:c:p:290-314. Full description at Econpapers || Download paper |
2021 | Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics.. (2021). Makarewicz, Tomasz. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:190:y:2021:i:c:p:626-673. Full description at Econpapers || Download paper |
2022 | Exchange rate expectation, abnormal returns, and the COVID-19 pandemic. (2022). Czudaj, Robert ; Beckmann, Joscha. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:196:y:2022:i:c:p:1-25. Full description at Econpapers || Download paper |
2021 | Central bank communication and the yield curve. (2021). Whelan, Paul ; Venter, Gyuri ; Vedolin, Andrea ; Leombroni, Matteo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:860-880. Full description at Econpapers || Download paper |
2021 | Comparing the impact of discretionary and pre-announced central bank interventions. (2021). Santos, Francisco Luna . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302631. Full description at Econpapers || Download paper |
2022 | Price effects of unconventional monetary policy announcements on European securities markets. (2022). Serra, Ana Paula ; Ferreira, Eurico. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002096. Full description at Econpapers || Download paper |
2022 | ECB monetary policy and bank default risk?. (2022). Vander Vennet, Rudi ; Soenen, Nicolas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002229. Full description at Econpapers || Download paper |
2022 | Financial sector rescue programs: Domestic and cross border effects. (2022). Url, Thomas ; Glocker, Christian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000973. Full description at Econpapers || Download paper |
2021 | The impact of the ECBs asset purchase programme on core and peripheral sovereign yields and its transmission channels. (2021). Vidrago, Jose ; Farinha, Jorge Bento. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000189. Full description at Econpapers || Download paper |
2021 | Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system. (2021). Gabauer, David. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000049. Full description at Econpapers || Download paper |
2022 | Multiscale complexity fluctuation behaviours of stochastic interacting cryptocurrency price model. (2022). Zhang, Junhuan ; Lu, Yunfan ; Zheng, Zhiyong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:593:y:2022:i:c:s0378437122000528. Full description at Econpapers || Download paper |
2021 | EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness. (2021). Chatziantoniou, Ioannis ; Gabauer, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:1-14. Full description at Econpapers || Download paper |
2021 | The impact of the ECB’s asset purchase programme on euro area equities. (2021). Vidrago, Jose ; Farinha, Jorge Bento. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:270-279. Full description at Econpapers || Download paper |
2021 | Research on Spatial Economic Interactions: A Cooperative Game Theory Approach. (2021). Dzhurka, Natalia. In: Spatial Economics=Prostranstvennaya Ekonomika. RePEc:far:spaeco:y:2021:i:1:p:144-162. Full description at Econpapers || Download paper |
2021 | Accuracy of European Stock Target Prices. (2021). Gaspar, Raquel M ; Almeida, Joana. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:443-:d:635195. Full description at Econpapers || Download paper |
2022 | Greek Banking Sector Stock Reaction to ECB’s Monetary Policy Interventions. (2022). Zopounidis, Constantin ; Floros, Christos ; Lemonakis, Christos ; Petrakis, Nikolaos. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:10:p:448-:d:932697. Full description at Econpapers || Download paper |
2022 | Eurozone Stock Market Reaction to Monetary Policy Interventions and Other Covariates. (2022). Floros, Christos ; Lemonakis, Christos ; Petrakis, Nikolaos ; Zopounidis, Constantin. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:2:p:56-:d:734436. Full description at Econpapers || Download paper |
2021 | Modeling ex-ante risk premia in the oil market. (2021). Prat, Georges ; Uctum, Remzi. In: Post-Print. RePEc:hal:journl:hal-03318785. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | Modeling ex-ante risk premia in the oil market. (2021). Uctum, Remzi ; Prat, Georges. In: Working Papers. RePEc:hal:wpaper:hal-03508699. Full description at Econpapers || Download paper |
2021 | Are all Central Bank Asset Purchases the Same? Different Rationales, Different Effects. (2021). Creel, Jerome ; Hubert, Paul ; Bozou, Caroline ; Blot, Christophe. In: Working Papers. RePEc:hal:wpaper:hal-03554141. Full description at Econpapers || Download paper |
2022 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2022 | Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange. (2022). Yamamoto, Ryuichi. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10084-4. Full description at Econpapers || Download paper |
2022 | Taxation of the financial sector: Is a bank levy the answer to the financial crisis?. (2022). Puawska, Karolina. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:23:y:2022:i:4:d:10.1057_s41261-021-00178-w. Full description at Econpapers || Download paper |
2022 | The role of expectations for currency crisis dynamics - the case of the Turkish lira. (2022). Beckmann, Joscha ; Czudaj, Robert L. In: MPRA Paper. RePEc:pra:mprapa:114963. Full description at Econpapers || Download paper |
2022 | Determinants of cost of equity for listed euro area banks. (2022). Zsurkis, Gabriel. In: Working Papers. RePEc:ptu:wpaper:w202209. Full description at Econpapers || Download paper |
2022 | ECB Monetary Policy and the Term Structure of Bank Default Risk. (2022). Vennet, Rudi Vander ; Soenen, Nicolas ; Beernaert, Tom. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:22/1050. Full description at Econpapers || Download paper |
2021 | Official Intervention and Exchange Rate Determination: Evidence from India. (2021). Sharma, Akhil ; Gupta, Sanjeev ; Rishad, Abdul. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:13:y:2021:i:3:p:357-379. Full description at Econpapers || Download paper |
2022 | Transmission of the Greek crisis on the sovereign debt markets in the euro area. (2022). Tahi, Sofiane ; Bellalah, Makram ; Kchaou, Oussama. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-03938-z. Full description at Econpapers || Download paper |
2021 | Evidence on PPP with China along the belt and road using the three-regime TAR cointegration tests. (2021). Woo, Kai-Yin ; Shum, Paul Kwok ; Lee, Shu-Kam. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:5:d:10.1007_s00181-020-01884-6. Full description at Econpapers || Download paper |
2021 | How have the European central bank’s monetary policies been affecting financial markets in CEE-3 countries?. (2021). Grabowski, Wojciech ; Stawasz-Grabowska, Ewa. In: Eurasian Economic Review. RePEc:spr:eurase:v:11:y:2021:i:1:d:10.1007_s40822-020-00160-3. Full description at Econpapers || Download paper |
2022 | Large and uncertain heterogeneity of expectations: stability of equilibrium from a policy maker standpoint. (2022). Valori, Vincenzo ; Vigna, Matteo ; Colucci, Domenico. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:17:y:2022:i:1:d:10.1007_s11403-021-00335-4. Full description at Econpapers || Download paper |
2022 | ‘Whatever it takes’ to change belief: evidence from Twitter. (2022). Vives, Remi ; Stiefel, Michael. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:158:y:2022:i:3:d:10.1007_s10290-021-00443-0. Full description at Econpapers || Download paper |
2021 | Heterogeneity of Beliefs and Information Rigidity in the Crude Oil Market: Evidence from Survey Data. (2021). Czudaj, Robert. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep050. Full description at Econpapers || Download paper |
2021 | TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION.. (2021). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers of BETA. RePEc:ulp:sbbeta:2021-36. Full description at Econpapers || Download paper |
2021 | The response of precious metal futures markets to unconventional monetary surprises in the presence of uncertainty. (2021). Chebbi, Tarek. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1897-1916. Full description at Econpapers || Download paper |
2021 | The impact of unconventional monetary policy in the euro area. Structural and scenario analysis from a Bayesian VAR. (2021). Papadamou, Stephanos ; Evgenidis, Anastasios. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5684-5703. Full description at Econpapers || Download paper |
2022 | Effects of the bank levy introduction on the interbank market. (2022). Puawska, Karolina. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:844-864. Full description at Econpapers || Download paper |
2022 | Macroeconomic determinants of credit risk: Evidence from the Eurozone. (2022). Primor, Rodrigo ; Curto, Jose D ; Carvalho, Paulo V. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2054-2072. Full description at Econpapers || Download paper |
2021 | Stock markets and exchange rate behavior of the BRICS. (2021). Salisu, Afees ; GUPTA, RANGAN ; Isah, Kazeem ; Cuado, Juncal. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:8:p:1581-1595. Full description at Econpapers || Download paper |
2022 | Heterogeneous Effects of Unconventional Monetary Policy on the Bond Yields across the Euro Area. (2022). Yildirimkaraman, Sel ; Erolu, Burak A ; Demr, Shak. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:5:p:1425-1457. Full description at Econpapers || Download paper |
2021 | Euro area periphery countries fiscal policy and monetary policy surprises. (2021). Rottmann, Horst ; Hulsewig, Oliver. In: Weidener Diskussionspapiere. RePEc:zbw:hawdps:81. Full description at Econpapers || Download paper |
2022 | A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
2022 | Sovereign stress, banking stress, and the monetary transmission mechanism in the Euro area. (2018). Holtemöller, Oliver ; Scherer, Jan-Christopher ; Holtemoller, Oliver. In: IWH Discussion Papers. RePEc:zbw:iwhdps:32018. Full description at Econpapers || Download paper |
2021 | Heterogeneous effects of unconventional monetary policy on bond yields across the euro area. (2019). Demir, İshak ; Yildirim-Karaman, Secil ; Eroglu, Burak A. In: LEAF Working Paper Series. RePEc:zbw:leafwp:1906. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2011 | On the Nonlinear Influence of Reserve Bank of Australia Interventions on Exchange Rates In: The Economic Record. [Full Text][Citation analysis] | article | 5 |
2010 | On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates.(2010) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2009 | Non?Linear Oil Price Dynamics: A Tale of Heterogeneous Speculators? In: German Economic Review. [Full Text][Citation analysis] | article | 18 |
2009 | Non-Linear Oil Price Dynamics: A Tale of Heterogeneous Speculators?.(2009) In: German Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2008 | Nonlinear oil price dynamics: a tale of heterogeneous speculators?.(2008) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2013 | The Danish krone-euro exchange rate and Danmark Nationalbank intervention operations In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2003 | Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 68 |
2003 | Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists.(2003) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | paper | |
2007 | Exchange Rates Dynamics in a Target Zone – A Heterogeneous Expectations Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 30 |
2009 | Exchange rate dynamics in a target zone--A heterogeneous expectations approach.(2009) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
2007 | Exchange rate dynamics in a target zone: a heterogeneous expectations approach.(2007) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2010 | Internationale Risikoteilung und finanzielle Integration in der Europäischen Währungsunion In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research. [Full Text][Citation analysis] | article | 1 |
2000 | Chartist Prediction in the Foreign Exchange Market. Evidence from the Daily Dollar/DM Exchange Rate In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 6 |
2012 | Nonlinear expectations in speculative markets – Evidence from the ECB survey of professional forecasters In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 13 |
2012 | Nonlinear expectations in speculative markets - Evidence from the ECB survey of professional forecasters.(2012) In: Discussion Papers on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2012 | Nonlinear expectations in speculative markets: Evidence from the ECB survey of professional forecasters.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2011 | Nonlinear expectations in speculative markets: Evidence from the ECB survey of professional forecasters.(2011) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2006 | On the predictive content of technical analysis In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 12 |
2010 | The effects of Japanese interventions on FX-forecast heterogeneity In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
2009 | The Effects of Japanese Interventions on FX-Forecast Heterogeneity.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2008 | The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis In: European Economic Review. [Full Text][Citation analysis] | article | 115 |
2006 | The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis.(2006) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 115 | paper | |
2021 | Currency returns and FX dealer balance sheets In: Journal of International Economics. [Full Text][Citation analysis] | article | 1 |
2020 | Information rigidities and exchange rate expectations In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 3 |
2018 | Information Rigidities and Exchange Rate Expectations.(2018) In: VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2020 | Procyclical leverage in Europe and its role in asset pricing In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
2019 | Procyclical leverage in Europe and its role in asset pricing.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2015 | Announcements of ECB unconventional programs: Implications for the sovereign spreads of stressed euro area countries In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 100 |
2015 | Real financial market exchange rates and capital flows In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 11 |
2013 | Real financial market exchange rates and capital flows.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2014 | Real financial market exchange rates and capital flows.(2014) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2005 | Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 55 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 2 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2010 | Regressive Oil Price Expectations Toward More Fundamental Values of the Oil Price In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 4 |
2012 | FX intervention in the Yen-US dollar market: a coordination channel perspective In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 8 |
2012 | FX intervention in the yen-US dollar market: A coordination channel perspective.(2012) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2005 | Central Bank Intervention and Heterogeneous Exchange Rate Expectations: Evidence from the Daily DEM/US-Dollar Exchange Rate In: Open Economies Review. [Full Text][Citation analysis] | article | 1 |
2013 | Capital Flows, Financial Asset Prices and Real Financial Market Exchange Rate: A Case Study for an Emerging Market, India In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] | article | 2 |
2012 | Capital flows, financial asset prices and real financial market exchange rate: A case study for an emerging market, India.(2012) In: Kiel Advanced Studies Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2016 | Is Globalization Reducing the Ability of Central Banks to Control Inflation? A Literature Review with an Application to the Euro Area In: Review of Economics. [Full Text][Citation analysis] | article | 1 |
2009 | Financial Intermediation and the Role of Price Discrimination in a Two-Tier Market In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2009 | Financial intermediation and the role of price discrimination in a two-tier market.(2009) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2012 | Financial intermediation and the role of price discrimination in a two-tier market.(2012) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2009 | Are oil-price-forecasters finally right? -- Regressive expectations towards more fundamental values of the oil price In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2009 | Are oil-price-forecasters finally right? – Regressive expectations towards more fundamental values of the oil price.(2009) In: WHU Working Paper Series - Economics Group. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2009 | Are oil price forecasters finally right? Regressive expectations toward more fundamental values of the oil price.(2009) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2004 | Target Zone Interventions and Coordination of Expectations In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] | paper | 5 |
2006 | Target Zone Interventions and Coordination of Expectations.(2006) In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2006 | The Coordination Channel of Foreign Exchange Intervention In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] | paper | 28 |
2005 | Macroeconomic Effects of Tariffs: Insights from a New Open Economy Macroeconomics Model In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 4 |
2007 | Commodity price cycles and heterogeneous speculators: a STAR–GARCH model In: Empirical Economics. [Full Text][Citation analysis] | article | 46 |
2020 | Dynamics of the European sovereign bonds and the identification of crisis periods In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2016 | Dynamics of the European sovereign bonds and the identification of crisis periods.(2016) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2014 | The impact of global factors on stock market movements in emerging market economies In: Intereconomics: Review of European Economic Policy. [Full Text][Citation analysis] | article | 1 |
2004 | Heterogeneous expectations in the foreign exchange market In: Journal of Evolutionary Economics. [Full Text][Citation analysis] | article | 3 |
2008 | Wechselkurse und Wirtschaftswachstum: ein nicht-linearer Zusammenhang? In: Wirtschaftsdienst. [Full Text][Citation analysis] | article | 0 |
2017 | 25 Jahre Maastrichter Verträge — reale Divergenzen und institutionelle Reformen In: Wirtschaftsdienst. [Full Text][Citation analysis] | article | 0 |
2017 | The role of global financial conditions for credit supply in EMU periphery countries In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2005 | Consensus among FX forecasters? In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 0 |
2015 | The microstructure of exchange rate management: FX intervention and capital controls in Brazil In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2013 | The microstructure of exchange rate management: FX intervention and capital controls in Brazil.(2013) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2018 | Dealer behaviour in the Euro money market during times of crisis In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
2018 | Dealer behaviour in the Euro money market during times of crisis.(2018) In: Open Access Publications from Kiel Institute for the World Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2021 | Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
2011 | End-user order flow and exchange rate dynamics - a dealers perspective In: The European Journal of Finance. [Full Text][Citation analysis] | article | 4 |
2015 | Financial intermediation and the role of price discrimination in the foreign exchange market In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2019 | Foreign Exchange Dealer Asset Pricing In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2019 | Foreign exchange dealer asset pricing.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2014 | FIXING THE PHILLIPS CURVE: THE CASE OF DOWNWARD NOMINAL WAGE RIGIDITY IN THE US In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2012 | Fixing the Phillips curve: The case of downward nominal wage rigidity in the US.(2012) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2016 | The Role of a Changing Market Environment for Credit Default Swap Pricing In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 2 |
2014 | The Role of a Changing Market Environment for Credit Default Swap Pricing.(2014) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2014 | The role of a changing market: Environment for credit default swap pricing.(2014) In: HWWI Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2014 | The role of a changing market environment for credit default swap pricing.(2014) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2002 | Central Bank Intervention and Exchange Rate Expectations: Evidence from the Daily DM/US-Dollar Exchange Rate In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] | paper | 0 |
2007 | End-user order flow and exchange rate dynamics In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] | paper | 16 |
2016 | Transmission of global financial shocks to EMU member states: The role of monetary policy and national factors In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2003 | Heterogeneous Expectations in the Foreign Exchange Market Evidence from the Daily Dollar/DM Exchange Rate In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2014 | What impact do global factors have on stock market movements in emerging market economies? A Short Note In: FinMaP-Policy Letters. [Full Text][Citation analysis] | paper | 1 |
2014 | Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market In: FinMaP-Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Heteroeneous forecasters and nonlinear expectation formation in US stock market.(2015) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2014 | Heterogeneous forecasters and nonlinear expectation formation in the US stock market.(2014) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2015 | Quantitative Lockerung der EZB und die Entwicklung des effektiven Wechselkurses des Euro In: Kiel Insight. [Full Text][Citation analysis] | paper | 0 |
2016 | Auswirkungen des globalen Finanzzyklus auf den Euroraum In: Kiel Insight. [Full Text][Citation analysis] | paper | 0 |
2016 | Euro Area: Uncertainty weighs temporarily on recovery In: Kiel Institute Economic Outlook. [Full Text][Citation analysis] | paper | 0 |
2015 | World Economy Summer 2015 - Faltering recovery of the world economy In: Kiel Institute Economic Outlook. [Full Text][Citation analysis] | paper | 0 |
2016 | Konjunktur im Euroraum im Frühjahr 2016 - Euroraum: Erholung zunächst von Unsicherheit belastet In: Kieler Konjunkturberichte. [Full Text][Citation analysis] | paper | 0 |
2015 | Weltkonjunktur im Sommer 2015 - Erholung der Weltkonjunktur vorübergehend gebremst In: Kieler Konjunkturberichte. [Full Text][Citation analysis] | paper | 1 |
2012 | Effectiveness of central bank intervention on the foreign exchange market In: Kiel Policy Brief. [Full Text][Citation analysis] | paper | 0 |
2013 | International comparison of stock market valuation: Evidence from a new index In: Kiel Policy Brief. [Full Text][Citation analysis] | paper | 0 |
2014 | Treibt Spekulation die Rohstoffpreise in die Höhe? In: Kiel Policy Brief. [Full Text][Citation analysis] | paper | 0 |
2013 | Exchange rates in target zones: Evidence from the Danish Krone In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | Announcements of ECB unconventional programs: Implications for the sovereign risk of Italy In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 15 |
2015 | Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Euro money market trading during times of crisis In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | On the role of market makers for money market liquidity and tensions In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Homogenous vs. heterogenous transition functions in smooth transition regressions: A LM-type test In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Nonlinear Expectations in Speculative Markets In: VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. [Full Text][Citation analysis] | paper | 9 |
2015 | Nonlinear Expectation Formation in the U.S. Stock Market In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. [Full Text][Citation analysis] | paper | 0 |
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